VanEck Semiconductor (Switzerland) Performance
| SMHV Etf | CHF 35.65 0.70 1.93% |
The entity has a beta of 0.0661, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VanEck Semiconductor's returns are expected to increase less than the market. However, during the bear market, the loss of holding VanEck Semiconductor is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days VanEck Semiconductor UCITS has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, VanEck Semiconductor is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
VanEck |
VanEck Semiconductor Relative Risk vs. Return Landscape
If you would invest 3,686 in VanEck Semiconductor UCITS on December 2, 2024 and sell it today you would lose (121.00) from holding VanEck Semiconductor UCITS or give up 3.28% of portfolio value over 90 days. VanEck Semiconductor UCITS is generating negative expected returns and assumes 2.1858% volatility on return distribution over the 90 days horizon. Simply put, 19% of etfs are less volatile than VanEck, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
VanEck Semiconductor Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VanEck Semiconductor's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as VanEck Semiconductor UCITS, and traders can use it to determine the average amount a VanEck Semiconductor's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0144
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| Negative Returns | SMHV |
Estimated Market Risk
| 2.19 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average VanEck Semiconductor is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of VanEck Semiconductor by adding VanEck Semiconductor to a well-diversified portfolio.
About VanEck Semiconductor Performance
Evaluating VanEck Semiconductor's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if VanEck Semiconductor has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if VanEck Semiconductor has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
| VanEck Semiconductor generated a negative expected return over the last 90 days |
Other Information on Investing in VanEck Etf
VanEck Semiconductor financial ratios help investors to determine whether VanEck Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in VanEck with respect to the benefits of owning VanEck Semiconductor security.